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<title>PathPayoff Class Reference</title>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_path_payoff.html">PathPayoff</a> </li>
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<!-- doxytag: class="QuantLib::PathPayoff" --><!-- doxytag: inherits="std::unary_function" -->
<p>Abstract base class for path-dependent option payoffs.
<a href="class_quant_lib_1_1_path_payoff.html#details">More...</a></p>
<p><code>#include <ql/experimental/mcbasket/pathpayoff.hpp></code></p>
<p>Inherits unary_function< Matrix, Disposable< Array > >.</p>
<p>Inherited by AdaptedPathPayoff.</p>
<p><a href="class_quant_lib_1_1_path_payoff-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Payoff interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">virtual std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path_payoff.html#a7f04e718c6856c4d3d77a496b6acad0d">name</a> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a77d7003fa5d2e29669371413d5662141"></a><!-- doxytag: member="QuantLib::PathPayoff::description" ref="a77d7003fa5d2e29669371413d5662141" args="() const =0" -->
virtual std::string </td><td class="memItemRight" valign="bottom"><b>description</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9febbc13f6d1310bada5929dde07e411"></a><!-- doxytag: member="QuantLib::PathPayoff::value" ref="a9febbc13f6d1310bada5929dde07e411" args="(const Matrix &path, const std::vector< Handle< YieldTermStructure > > &forwardTermStructures, Array &payments, Array &exercises, std::vector< Array > &states) const =0" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>value</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &path, const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > > &forwardTermStructures, <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &payments, <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &exercises, std::vector< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > &states) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a04619d6110aa5a91bd45584e3cb76681"></a><!-- doxytag: member="QuantLib::PathPayoff::basisSystemDimension" ref="a04619d6110aa5a91bd45584e3cb76681" args="() const =0" -->
virtual <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>basisSystemDimension</b> () const =0</td></tr>
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<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1d7eaf2f5dccce1c7781b54d64ba4a07"></a><!-- doxytag: member="QuantLib::PathPayoff::accept" ref="a1d7eaf2f5dccce1c7781b54d64ba4a07" args="(AcyclicVisitor &)" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &)</td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Abstract base class for path-dependent option payoffs. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a7f04e718c6856c4d3d77a496b6acad0d"></a><!-- doxytag: member="QuantLib::PathPayoff::name" ref="a7f04e718c6856c4d3d77a496b6acad0d" args="() const =0" -->
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<td class="memname">virtual std::string <a class="el" href="class_quant_lib_1_1_path_payoff.html#a7f04e718c6856c4d3d77a496b6acad0d">name</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [pure virtual]</code></td>
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<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000017">Warning:</a></b></dt><dd>This method is used for output and comparison between payoffs. It is <b>not</b> meant to be used for writing switch-on-type code. </dd></dl>
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